ecd (version 0.6.4)

ecd.data_stats: Statistics and histogram on log returns

Description

Statistics and histogram on log returns are added to the xts attributes

Usage

ecd.data_stats(ts = "dji", breaks = 20, merge_tails = c(0, 0), with.tail = FALSE, tail.N1 = 7, tail.N2 = 5)

Arguments

ts

can be either a symbol of sample data, or the xts object from sample data

breaks

A length-one numeric, breaks for generating the histogram.

merge_tails

A length-two numeric vector. The first element is how many points in the left tail of histogram to be dropped during fitting. The second element is how many points in the right tail of histogram to be dropped during fitting.

with.tail

logical, include tail statistics, mainly on asypmtotic kurtosis. Default: FALSE.

tail.N1

a numeric, defining the wider range of tail statistics

tail.N2

a numeric, defining the smaller range of tail statistics

Value

The xts object containing ecd added attributes

Examples

dji <- ecd.data_stats(ecd.data("dji"))
dji <- ecd.data_stats("dji")